Proclamations are a ceremonial form of executive orders. They sound pretty, but they don't do much. Example "I declare today National Take Your Child to Work Day". Ok...sounds good.
Most executive orders are given to executive agencies actually asking for something to be done.
The first numbered executive orders belong to Lincoln and include the Emancipation Proclamation and the order to suspend habeas corpus (brilliant ideas, really. Free all the slaves not under his control, and deprive his own citizens of their rights.) They were numbered retroactively in the early 1900s.